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February 18, 2023 22:25
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standard deviation for harmonic mean
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from scipy.stats import hmean | |
# https://stats.stackexchange.com/questions/7471/can-the-standard-deviation-be-calculated-for-harmonic-mean | |
harmonic_var = lambda S : (np.power(S,-1).var())/(len(S)*np.power(np.power(S,-1).mean(),4)) | |
# example | |
import numpy as np | |
np.random.seed(100) | |
s = np.random.dirichlet((1,5),10) | |
S = s.T[1] | |
print("S: ", S) | |
print("harmonic variance S: ", harmonic_var(S)) | |
""" | |
>>> S: [0.81934176 0.99756006 0.79016822 0.69804071 0.95343128 0.70649118 0.68389881 0.53041986 0.9714669 0.78779674] | |
>>> harmonic variance S: 0.0021948755349154346 | |
""" |
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